After a bunch of calculation, I got: y = (7/16, 2/16, 7/16, 0, 0, 0)
I am not sure about this answer because the sum of y_i must be equal to 1 for i = 1,2,3,4,5,6.
BUT, if you work out the probability for each individual state then P(process X(.) absorbed in state 4| X(0) = 4) = 1. So, the sum is more than 1. That's why I am confused because y_4 = 0 and 1 at the same time.